function c = norm_integral(sigma, x)

c=myerf2( x/(sigma*sqrt(2)) );

% Approximation to erf (Wikipedia). 
function y=myerf2(x)

a=-8*(pi-3)/(3*pi*(pi-4));

y=sqrt(1-exp(-x.*x*(4/pi+a*x.*x)./(1+a*x.*x)   ));